A multiscale guide to Brownian motion (Q2994585)

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A multiscale guide to Brownian motion
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    title
    A multiscale guide to Brownian motion (English)
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    author
    Denis S. Grebenkov
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    Dmitry V. Belyaev
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    Peter W. Jones
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    publication date
    2 August 2016
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    Mathematics Subject Classification ID
    65C50
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    65T60
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    60J65
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    60G15
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    28A80
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    zbMATH DE Number
    6608538
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    zbMATH Keywords
    multiscale
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    wavelet
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    Brownian motion
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    Gaussian free field
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    fractal
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    numerical example
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    Lévy construction
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    Gaussian processes
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    Brownian bridge
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    Ornstein-Uhlenbeck process
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